Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2026-01-11 0.249906 0.270240 0.292196 0.317796 0.346992 0.379455 0.418567
2026-01-18 0.228116 0.255260 0.286192 0.324470 0.371173 0.427127 0.500550
2026-01-25 0.204789 0.234458 0.269529 0.314785 0.372791 0.446357 0.549736
2026-02-01 0.186017 0.216633 0.253838 0.303433 0.369543 0.457413 0.588379
2026-02-08 0.173634 0.205249 0.244619 0.298654 0.373339 0.477125 0.641056
2026-02-15 0.168534 0.202364 0.245596 0.306839 0.394948 0.523774 0.741794
2026-02-22 0.160460 0.194915 0.239805 0.304941 0.401620 0.548844 0.812748
2026-03-01 0.152828 0.187468 0.233346 0.301309 0.404983 0.568740 0.878437
2026-03-08 0.145015 0.179275 0.225251 0.294514 0.402582 0.578618 0.927396
2026-03-15 0.138713 0.172767 0.219048 0.289917 0.402976 0.592926 0.987831
2026-03-22 0.136009 0.171021 0.219387 0.295038 0.419330 0.637076 1.121418
2026-03-29 0.135620 0.172430 0.224255 0.307390 0.448931 0.710176 1.345000
2026-04-05 0.130942 0.167694 0.220093 0.305579 0.454699 0.740172 1.480432
2026-04-12 0.128322 0.165775 0.219986 0.310267 0.472567 0.798050 1.718422
2026-04-19 0.122288 0.158605 0.211537 0.300527 0.462771 0.795435 1.777455
2026-04-26 0.116394 0.151418 0.202736 0.289647 0.449842 0.784083 1.805571
2026-05-03 0.112403 0.146892 0.197831 0.285063 0.448557 0.799027 1.930936
2026-05-10 0.111493 0.146894 0.199936 0.292618 0.471761 0.875882 2.332483
2026-05-17 0.108558 0.143717 0.196851 0.290825 0.475914 0.907008 2.578083
2026-05-24 0.105459 0.140176 0.193018 0.287433 0.476387 0.928827 2.801796
2026-05-31 0.101921 0.135846 0.187735 0.281102 0.470050 0.931386 2.935163
2026-06-07 0.098995 0.132365 0.183697 0.276818 0.467739 0.944823 3.142834
2026-06-14 0.098045 0.131898 0.184545 0.281586 0.485718 1.020156 3.811869